On some tests of the covariance matrix under general conditions
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Cited in
(25)- Testing for independence of large dimensional vectors
- Asymptotic expansions for a class of tests for a general covariance structure under a local alternative
- A class of tests for a general covariance structure
- scientific article; zbMATH DE number 3862216 (Why is no real title available?)
- Testing equality between several populations covariance operators
- Testing independence via spectral moments
- On the distributions of some test criteria for a covariance matrix under local alternatives and bootstrap approximations
- Testing the equality of several covariance matrices
- Testing hypotheses about covariance matrices in general MANOVA designs
- Asymptotic expansion of the null distribution of the modified normal likelihood ratio criterion for testing \(\Sigma=\Sigma_0\) under nonnormality
- Linear spectral statistics of sequential sample covariance matrices
- Asymptotic expansions of the distributions of some test statistics
- Nonlinear shrinkage test on a large-dimensional covariance matrix
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- Testing hypotheses about correlation matrices in general MANOVA designs
- Tests of some hypotheses on characteristic roots of covariance matrices not requiring normality assumptions.
- Optimal tests for homogeneity of covariance, scale, and shape
- Optimal rank-based tests for homogeneity of scatter
- The Hardness of Conditional Independence Testing and the Generalised Covariance Measure
- An exact test about the covariance matrix
- Testing for patterns and structures in covariance and correlation matrices
- Tests of Hypotheses for Covariance Matrices and Distributions Under Multivariate Normal Populations
- Testing a covariance matrix: exact null distribution of its likelihood criterion
- Unbiased estimates for moments and cumulants in linear regression
- An exact test for a column of the covariance matrix based on a single observation
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